Solving nonlinear dynamic models on parallel computers
AbstractThis paper describes an algorithm that takes advantage of parallel computing to solve discrete-time recursive systems that have an endogenous state variable.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Federal Reserve Bank of Minneapolis in its series Discussion Paper / Institute for Empirical Macroeconomics with number 66.
Date of creation: 1992
Date of revision:
Other versions of this item:
- Coleman, Wilbur John, II, 1993. "Solving Nonlinear Dynamic Models on Parallel Computers," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 325-30, July.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Coleman, Wilbur John, II, 1990. "Solving the Stochastic Growth Model by Policy-Function Iteration," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 27-29, January.
- Taylor, John B & Uhlig, Harald, 1990.
"Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 8(1), pages 1-17, January.
- John B. Taylor & Harald Uhlig, 1990. "Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods," NBER Working Papers 3117, National Bureau of Economic Research, Inc.
- Wilbur John Coleman II & Christian Gilles & Pamela Labadie, 1992.
"The liquidity premium in average interest rates,"
International Finance Discussion Papers
432, Board of Governors of the Federal Reserve System (U.S.).
- Robert E. Lucas, Jr. & Nancy L. Stokey, 1987.
"Money and Interest in a Cash-in-Advance Economy,"
NBER Working Papers
1618, National Bureau of Economic Research, Inc.
- Brock, William A. & Mirman, Leonard J., 1972. "Optimal economic growth and uncertainty: The discounted case," Journal of Economic Theory, Elsevier, vol. 4(3), pages 479-513, June.
- Ayse Imrohoroglu & Edward C. Prescott, 1991. "Evaluating the welfare effects of alternative monetary arrangements," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 3-10.
- Lucas, Robert E, Jr, 1980. "Equilibrium in a Pure Currency Economy," Economic Inquiry, Western Economic Association International, vol. 18(2), pages 203-20, April.
- Scheinkman, Jose A & Weiss, Laurence, 1986. "Borrowing Constraints and Aggregate Economic Activity," Econometrica, Econometric Society, vol. 54(1), pages 23-45, January.
- Jeremy Greenwood & Gregory W. Huffman, 1992. "On the existence and uniqueness of nonoptimal equilibria in dynamic stochastic economies," Staff Report 151, Federal Reserve Bank of Minneapolis.
- Mathur, Sudhanshu & Morozov, Sergei, 2009. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," MPRA Paper 16721, University Library of Munich, Germany.
- Christopher A. Swann, 2001. "Software for parallel computing: the LAM implementation of MPI," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 185-194.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Janelle Ruswick).
If references are entirely missing, you can add them using this form.